Pricing models of volatility products and exotic variance derivatives / Yue Kuen Kwok, Hong Kong University of Science and Technology, Hong Kong; Wendong Zheng, Credit Suisse, Hong Kong.

Author/creator Kwok, Y. K., 1957-
Other author Zheng, Wendong (Financial analyst)
Format Electronic
EditionFirst edition.
Publication InfoBoca Raton : C&H/CRC Press, 2022.
Description1 online resource
Supplemental ContentFull text available from Taylor & Francis eBooks
Subjects

SeriesChapman & Hall/CRC financial mathematics series
Contents Volatility trading and variance derivatives -- L©♭vy processes and stochastic volatility models -- VIX derivatives under consistent models and direct models -- Swap products on discrete variance and volatility -- Options on discrete realized variance -- Timer options.
Abstract "Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing Models of Derivatives on discrete realized Variance and VIX. It begins with the presentation of Volatility trading and uses of Variance Derivatives, and then moves on to discuss the robust replication stRategy of continuously monitored Variance Swaps using portfolio of options, which is one of the major milestones in pricing theory of Variance Derivatives. The replication procedure provides the theoretical foundation of the construction of VIX. Features Useful for practitioners and quants in the financial industry who need to make choices between pricing Models of Variance Derivatives. Fabulous resource for researchers interested in pricing and hedging issues of Variance Derivatives and VIX products. Could be used as a textbook in a topic course on pricing Variance Derivatives at universities"-- Provided by publisher.
Bibliography noteIncludes bibliographical references and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Source of descriptionDescription based on print version record and CIP data provided by publisher.
Issued in other formPrint version: Kwok, Y. K. 1957- Pricing models of volatility products and exotic variance derivatives First edition. Boca Raton : C&H/CRC Press, 2022 9781032199023
Genre/formElectronic books.
LCCN 2021056124
ISBN9781000584271 (epub)
ISBN9781003263524 (ebook)
ISBN(hardback)
ISBN(paperback)

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